Yes, your gps can hold upto 1000 waypoints and a near unlimited number of POI. How you load and use those usually comes down to personal preference and can get into quite elaborate waypoint management tools.

If you're just starting out with a normal geocaching.com account you can download entire pages of waypoints and then send them to your gps using whatever software you prefer. You could also download caches individually or send them directory to your gps from the cache page. With a premium account you can create Pocket Queries based on your own criteria to download upto 1000 caches at a time to load to your gps via software.

Once you have downloaded these .GPX files, you can open them on your computer with software such as GSAK or EasyGPS. I'm not familiar with EasyGPS (which is free, by the way), but in GSAK, you go to the GPS> Send... menu.

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